CME GROUP INC. CHICAGO, Sept. 2, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that August 2015 volume averaged 16.3 million contracts per day, up 25 percent from August 2014, and included average daily volume of 23 million contracts during the last week of the month, the highest weekly average ever. Total volume was more than 341 million contracts, of which a record 89 percent was traded electronically. Options volume in August averaged 3 million contracts per day, up 27 percent versus August 2014, with electronic options growing 37 percent over the same period to a record 57 percent electronic.
CME Group interest rate volume averaged 7.9 million contracts per day in August 2015, up 8 percent compared with August 2014. Treasury average daily volume rose 2 percent, with treasury futures volume of 3.8 million contracts per day, up 3 percent from the same period a year ago. Treasury options volume was down 5 percent at more than 567,000 contracts per day. Eurodollar futures volume averaged 2.4 million contracts per day, up 7 percent compared with August 2014. Eurodollar options volume averaged 984,000 contracts per day, up 39 percent, driven by 124 percent growth in Eurodollar options traded on the CME Globex platform. In August, a record 22 percent of the Eurodollar options volume traded electronically.
CME Group foreign exchange volume averaged 890,000 contracts per day, up 33 percent from August 2014. The average daily notional value of FX contracts traded in August was $91 billion. CME Group equity index volume in August 2015 averaged 3.7 million contracts per day, up 61 percent from the same period a year ago.
CME Group agricultural commodities volume averaged 1.3 million contracts per day, up 25 percent from August 2014. CME Group energy volume averaged 2.1 million contracts per day in August 2015, up 46 percent compared with the prior-year period. Energy options traded 50 percent electronic for the first time ever, led by WTI options, which averaged a record 138,000 contracts per day on CME Globex. CME Group metals volume averaged 381,000 contracts per day, up 36 percent compared with the prior August.
In August 2015, CME Group cleared $125 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. Month-end OTC interest rate swap open interest was $24 trillion, which represents 61 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,311.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Aug 2015 Aug 2014
-------- --------
Trading Days 21 21
PRODUCT LINE Aug 2015 Aug 2014 Percent Change
-------- -------- --------------
Interest Rates 7,881 7,297 8%
Equity Indexes 3,691 2,288 61%
Foreign Exchange
(FX) 890 669 33%
Energy 2,118 1,449 46%
Agricultural
Commodities 1,319 1,056 25%
Metals 381 281 36%
--- --- ---
Total 16,280 13,040 25%
VENUE Aug 2015 Aug 2014 Percent Change
-------- -------- --------------
Open outcry 1,111 1,133 -2%
CME Globex 14,519 11,372 28%
Privately
negotiated* 650 535 21%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT
LINE Aug-15 Jul-15 Jun-15 May-15
Interest
Rates 6,905 6,876 6,599 6,433
Equity
Indexes 3,024 2,519 2,364 2,352
Foreign
Exchange
(FX) 870 866 903 937
Energy 1,885 1,764 1,749 1,800
Agricultural
Commodities 1,493 1,447 1,400 1,179
Metals 365 351 331 342
--- --- --- ---
Total 14,542 13,823 13,347 13,043
VENUE Aug-15 Jul-15 Jun-15 May-15
Open
outcry 1,171 1,179 1,108 1,073
Electronic 12,781 12,086 11,705 11,436
Privately
negotiated 590 557 534 534
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Jul-15 Jun-15 May-15 Apr-15
Interest
Rates 0.500 0.502 0.498 0.493
Equity
Indexes 0.718 0.725 0.731 0.730
Foreign
Exchange
(FX) 0.820 0.816 0.820 0.829
Energy 1.243 1.277 1.278 1.261
Agricultural
Commodities 1.291 1.311 1.315 1.341
Metals 1.618 1.634 1.644 1.662
----- ----- ----- -----
Total 0.766 0.777 0.775 0.778
As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex® electronic trading platform, its trading facilities in New York and Chicago, and through its London-based CME Europe derivatives exchange. CME Group also operates one of the world's leading central counterparty clearing providers through CME Clearing and CME Clearing Europe, which offer clearing and settlement services across asset classes for exchange-traded contracts and over-the-counter derivatives transactions. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.
CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are registered trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, Inc. All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at www.cmegroup.com.
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SOURCE CME Group
